#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/Option.h>
#pragma unmanaged 
#include <ql\experimental\credit\cdsoption.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Instruments;
using namespace Cephei::QL;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Experimental { namespace Credit {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ICdsOption
	public ref class CCdsOption  : 
            public COption,
            public Cephei::QL::Experimental::Credit::ICdsOption
	{
	protected: 
		boost::shared_ptr<QuantLib::CdsOption>* _ppCdsOption;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CdsOption>* _phCdsOption;
#endif
		Object^ _CdsOptionOwner;     // reference to object that manages the storage for this object
	internal:
		CCdsOption (Cephei::QL::Instruments::ICreditDefaultSwap^ swap, Cephei::QL::IExercise^ exercise, Microsoft::FSharp::Core::FSharpOption<Boolean>^ knocksOut, Cephei::QL::IPricingEngine^ QL_Pricer);
        CCdsOption (boost::shared_ptr<QuantLib::CdsOption>& childNative, Object^ owner);
        CCdsOption (QuantLib::CdsOption& childNative, Object^ owner);
        CCdsOption (CCdsOption^ copy);
        CCdsOption (PLATFORM::Type^ t);
#ifdef STRUCT
        CCdsOption (QuantLib::CdsOption childNative);
#endif       
#ifdef HANDLE
		CCdsOption (QuantLib::Handle<QuantLib::CdsOption>& childNative, Object^ owner);
		CCdsOption (QuantLib::Handle<QuantLib::CdsOption> childNative);
#endif
		virtual ~CCdsOption ();
		!CCdsOption ();

	internal:
		QuantLib::CdsOption& GetReference ();
		boost::shared_ptr<QuantLib::CdsOption>& GetShared ();
		QuantLib::CdsOption* GetPointer ();
        void SetCdsOption (boost::shared_ptr<QuantLib::CdsOption> native)
        {
            if (_ppCdsOption != NULL)
                delete _ppCdsOption;
            _ppCdsOption = new boost::shared_ptr<QuantLib::CdsOption> (native);
            SetOption (boost::dynamic_pointer_cast<QuantLib::Option> (*_ppCdsOption));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::CdsOption>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Boolean IsExpired 
        {
		    virtual Boolean get () ;
        }
        property Double RiskyAnnuity 
        {
		    virtual Double get () ;
        }
        property Double AtmRate 
        {
		    virtual Double get () ;
        }
		virtual Double ImpliedVolatility (Double price, Cephei::QL::Termstructures::IYieldTermStructure^ termStructure, Cephei::QL::Termstructures::IDefaultProbabilityTermStructure^ probability, Double recoveryRate, Microsoft::FSharp::Core::FSharpOption<Double>^ accuracy, Microsoft::FSharp::Core::FSharpOption<UInt64>^ maxEvaluations, Microsoft::FSharp::Core::FSharpOption<Double>^ minVol, Microsoft::FSharp::Core::FSharpOption<Double>^ maxVol) ;
        property Cephei::QL::Instruments::ICreditDefaultSwap^ UnderlyingSwap 
        {
		    virtual Cephei::QL::Instruments::ICreditDefaultSwap^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Experimental::Credit::ICdsOption^>::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Credit::ICdsOption::typeid)]
	[FactoryFor(Cephei::QL::Experimental::Credit::ICdsOption_Factory::typeid)]
	public ref class CCdsOption_Factory sealed : public ICdsOption_Factory
	{
	public:
        virtual ICdsOption^ Create (Cephei::QL::Instruments::ICreditDefaultSwap^ swap, Cephei::QL::IExercise^ exercise, Microsoft::FSharp::Core::FSharpOption<Boolean>^ knocksOut, Cephei::QL::IPricingEngine^ QL_Pricer);
    };
   
/*Cephei*/ } /*QL*/ } /*Experimental*/ } /*Credit */}
